Please use this identifier to cite or link to this item:
http://eprint.iitd.ac.in/handle/2074/1549

Full metadata record

DC Field

Value

Language

dc.contributor.author

Madan, B

-

dc.contributor.author

Mahalanabis, A

-

dc.date.accessioned

2006-04-04T05:24:12Z

-

dc.date.available

2006-04-04T05:24:12Z

-

dc.date.issued

1976

-

dc.identifier.citation

Automatic Control, IEEE Transactions on, 21(3), 428 - 430

en

dc.identifier.uri

http://eprint.iitd.ac.in/dspace/handle/2074/1549

-

dc.description.abstract

General continuous time smoothing results for state estimation with interrupted observations are derived. The interruption mechanism is characterized by a jump Markov process taking values 0 or 1. The approach followed for deriving the smoothing estimator is similar to the one used in [1] for the case of filtering where interruption process initial value and the jump instants are treated as the unknown system parameters. Lainiotis's partition theorem is then applied to obtain the desired estimator based on smoothing.